Effective approximation methods for constrained utility maximization with drift uncertainty (Q2671440)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Effective approximation methods for constrained utility maximization with drift uncertainty |
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Effective approximation methods for constrained utility maximization with drift uncertainty (English)
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3 June 2022
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constrained utility maximization
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drift uncertainty
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stochastic maximum principle
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effective approximation method
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lower and upper bounds of value function
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